CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 03-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3257 |
1.3195 |
-0.0062 |
-0.5% |
1.3192 |
| High |
1.3289 |
1.3198 |
-0.0091 |
-0.7% |
1.3295 |
| Low |
1.3162 |
1.3055 |
-0.0107 |
-0.8% |
1.3175 |
| Close |
1.3184 |
1.3069 |
-0.0115 |
-0.9% |
1.3231 |
| Range |
0.0127 |
0.0143 |
0.0016 |
12.6% |
0.0120 |
| ATR |
0.0083 |
0.0088 |
0.0004 |
5.1% |
0.0000 |
| Volume |
170,097 |
253,804 |
83,707 |
49.2% |
399,503 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3536 |
1.3446 |
1.3148 |
|
| R3 |
1.3393 |
1.3303 |
1.3108 |
|
| R2 |
1.3250 |
1.3250 |
1.3095 |
|
| R1 |
1.3160 |
1.3160 |
1.3082 |
1.3134 |
| PP |
1.3107 |
1.3107 |
1.3107 |
1.3094 |
| S1 |
1.3017 |
1.3017 |
1.3056 |
1.2991 |
| S2 |
1.2964 |
1.2964 |
1.3043 |
|
| S3 |
1.2821 |
1.2874 |
1.3030 |
|
| S4 |
1.2678 |
1.2731 |
1.2990 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3594 |
1.3532 |
1.3297 |
|
| R3 |
1.3474 |
1.3412 |
1.3264 |
|
| R2 |
1.3354 |
1.3354 |
1.3253 |
|
| R1 |
1.3292 |
1.3292 |
1.3242 |
1.3323 |
| PP |
1.3234 |
1.3234 |
1.3234 |
1.3249 |
| S1 |
1.3172 |
1.3172 |
1.3220 |
1.3203 |
| S2 |
1.3114 |
1.3114 |
1.3209 |
|
| S3 |
1.2994 |
1.3052 |
1.3198 |
|
| S4 |
1.2874 |
1.2932 |
1.3165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3295 |
1.3055 |
0.0240 |
1.8% |
0.0101 |
0.8% |
6% |
False |
True |
162,670 |
| 10 |
1.3321 |
1.3055 |
0.0266 |
2.0% |
0.0092 |
0.7% |
5% |
False |
True |
156,168 |
| 20 |
1.3321 |
1.2892 |
0.0429 |
3.3% |
0.0088 |
0.7% |
41% |
False |
False |
123,356 |
| 40 |
1.3321 |
1.2680 |
0.0641 |
4.9% |
0.0082 |
0.6% |
61% |
False |
False |
62,210 |
| 60 |
1.3321 |
1.2680 |
0.0641 |
4.9% |
0.0079 |
0.6% |
61% |
False |
False |
41,522 |
| 80 |
1.3321 |
1.2680 |
0.0641 |
4.9% |
0.0082 |
0.6% |
61% |
False |
False |
31,176 |
| 100 |
1.3321 |
1.2310 |
0.1011 |
7.7% |
0.0072 |
0.5% |
75% |
False |
False |
24,944 |
| 120 |
1.3321 |
1.2090 |
0.1231 |
9.4% |
0.0066 |
0.5% |
80% |
False |
False |
20,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3806 |
|
2.618 |
1.3572 |
|
1.618 |
1.3429 |
|
1.000 |
1.3341 |
|
0.618 |
1.3286 |
|
HIGH |
1.3198 |
|
0.618 |
1.3143 |
|
0.500 |
1.3127 |
|
0.382 |
1.3110 |
|
LOW |
1.3055 |
|
0.618 |
1.2967 |
|
1.000 |
1.2912 |
|
1.618 |
1.2824 |
|
2.618 |
1.2681 |
|
4.250 |
1.2447 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3127 |
1.3172 |
| PP |
1.3107 |
1.3138 |
| S1 |
1.3088 |
1.3103 |
|